articleTop 1% cited
An intertemporal asset pricing model with stochastic consumption and investment opportunities
Journal of Financial Economics · 1979 · Vol. 7(3) · pp. 265–296
Douglas T. Breeden✉(Stanford University)
Economic theories and modelsStochastic processes and financial applicationsFinancial Markets and Investment StrategiesConsumption-based capital asset pricing modelCapital asset pricing modelEconomicsConsumption (sociology)Asset (computer security)PortfolioInvestment (military)MicroeconomicsAggregate (composite)Econometrics
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References
Equilibrium in a Capital Asset Market
Econometrica · 1966 · 4,890 citations
A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory
Journal of Financial Economics · 1977 · 3,064 citations
CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
The Journal of Finance · 1964 · 17,333 citations
Asset Prices in an Exchange Economy
Econometrica · 1978 · 5,159 citations
An Intertemporal Capital Asset Pricing Model
Econometrica · 1973 · 6,715 citations
Rational Expectations and the Theory of Price Movements
Econometrica · 1961 · 5,564 citations
Risk Aversion in the Small and in the Large
Econometrica · 1976 · 4,744 citations
A Theory of the Term Structure of Interest Rates
Econometrica · 1985 · 8,513 citations
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